NYMEX Natural Gas Future March 2016
| Trading Metrics calculated at close of trading on 30-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2015 |
30-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
2.309 |
2.355 |
0.046 |
2.0% |
2.017 |
| High |
2.414 |
2.364 |
-0.050 |
-2.1% |
2.164 |
| Low |
2.303 |
2.228 |
-0.075 |
-3.3% |
1.973 |
| Close |
2.397 |
2.255 |
-0.142 |
-5.9% |
2.143 |
| Range |
0.111 |
0.136 |
0.025 |
22.5% |
0.191 |
| ATR |
0.092 |
0.097 |
0.006 |
6.0% |
0.000 |
| Volume |
66,515 |
50,828 |
-15,687 |
-23.6% |
155,329 |
|
| Daily Pivots for day following 30-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.690 |
2.609 |
2.330 |
|
| R3 |
2.554 |
2.473 |
2.292 |
|
| R2 |
2.418 |
2.418 |
2.280 |
|
| R1 |
2.337 |
2.337 |
2.267 |
2.310 |
| PP |
2.282 |
2.282 |
2.282 |
2.269 |
| S1 |
2.201 |
2.201 |
2.243 |
2.174 |
| S2 |
2.146 |
2.146 |
2.230 |
|
| S3 |
2.010 |
2.065 |
2.218 |
|
| S4 |
1.874 |
1.929 |
2.180 |
|
|
| Weekly Pivots for week ending 25-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.666 |
2.596 |
2.248 |
|
| R3 |
2.475 |
2.405 |
2.196 |
|
| R2 |
2.284 |
2.284 |
2.178 |
|
| R1 |
2.214 |
2.214 |
2.161 |
2.249 |
| PP |
2.093 |
2.093 |
2.093 |
2.111 |
| S1 |
2.023 |
2.023 |
2.125 |
2.058 |
| S2 |
1.902 |
1.902 |
2.108 |
|
| S3 |
1.711 |
1.832 |
2.090 |
|
| S4 |
1.520 |
1.641 |
2.038 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.414 |
2.013 |
0.401 |
17.8% |
0.115 |
5.1% |
60% |
False |
False |
48,001 |
| 10 |
2.414 |
1.910 |
0.504 |
22.4% |
0.102 |
4.5% |
68% |
False |
False |
54,120 |
| 20 |
2.414 |
1.910 |
0.504 |
22.4% |
0.083 |
3.7% |
68% |
False |
False |
56,971 |
| 40 |
2.631 |
1.910 |
0.721 |
32.0% |
0.082 |
3.6% |
48% |
False |
False |
43,835 |
| 60 |
2.887 |
1.910 |
0.977 |
43.3% |
0.077 |
3.4% |
35% |
False |
False |
37,507 |
| 80 |
3.062 |
1.910 |
1.152 |
51.1% |
0.071 |
3.2% |
30% |
False |
False |
31,635 |
| 100 |
3.238 |
1.910 |
1.328 |
58.9% |
0.067 |
3.0% |
26% |
False |
False |
26,937 |
| 120 |
3.290 |
1.910 |
1.380 |
61.2% |
0.066 |
2.9% |
25% |
False |
False |
23,692 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.942 |
|
2.618 |
2.720 |
|
1.618 |
2.584 |
|
1.000 |
2.500 |
|
0.618 |
2.448 |
|
HIGH |
2.364 |
|
0.618 |
2.312 |
|
0.500 |
2.296 |
|
0.382 |
2.280 |
|
LOW |
2.228 |
|
0.618 |
2.144 |
|
1.000 |
2.092 |
|
1.618 |
2.008 |
|
2.618 |
1.872 |
|
4.250 |
1.650 |
|
|
| Fisher Pivots for day following 30-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.296 |
2.292 |
| PP |
2.282 |
2.279 |
| S1 |
2.269 |
2.267 |
|